Preheat your oven to 350°F and spray a 9x13 baking dish with non-stick cooking spray.
Place one Krispy Kreme doughnut on a cutting board and cut into eight pieces. Repeat with the rest of the doughnuts.
Then, place all of the cut doughnuts into a large bowl.
Next, add the toasted pecan pieces and set the bowl aside while you make the custard.
To make the custard, start by pouring the whole milk and heavy whipping cream into a separate bowl.
Then add the large eggs, light brown sugar, cinnamon, salt, and vanilla extract.
Whisk everything together, making sure to break up the eggs, to combine.
Pour the custard over the cut doughnuts and toasted pecan pieces, then stir well to combine everything.
Let everything sit in the bowl for a few minutes to allow the cut doughnuts to absorb the custard and for the flavors to meld together.
Pour everything into the prepared baking dish. Then, using a rubber spatula, spread everything into an even layer, pressing it down into the pan as you spread it.
Bake in a 350°F oven for 50-60 minutes.